+73.0%
CF vs LII
+5.3%
+67.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.2% |
| 7D | +6.0% | -0.7% | +6.7% | +6.0% |
| 30D | +14.8% | -12.6% | +27.5% | +14.3% |
| 3M | +14.1% | -24.4% | +38.5% | +13.2% |
| 6M | +28.5% | -28.7% | +57.2% | +28.9% |
| YTD | +74.9% | -19.1% | +94.1% | +72.6% |
| 1Y | +61.7% | -29.7% | +91.4% | +61.6% |
| All | +73.0% | +5.3% | +67.7% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling